hdflex
High-Dimensional Aggregate Density Forecasts
Provides a forecasting method that efficiently maps vast numbers of (scalar-valued) signals into an aggregate density forecast in a time-varying and computationally fast manner. The method proceeds in two steps: First, it transforms a predictive signal into a density forecast and, second, it combines the resulting candidate density forecasts into an ultimate aggregate density forecast. For a detailed explanation of the method, please refer to Adaemmer et al. (2023) doi:10.2139/ssrn.4342487.
- Version0.3.0
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Languageen-US
- Last release10/10/2024
Documentation
Team
Sven Lehmann
Philipp Adämmer
Show author detailsRolesAuthorRainer Schüssler
Show author detailsRolesAuthor
Insights
Last 30 days
This package has been downloaded 152 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 2 times.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Last 365 days
This package has been downloaded 4,191 times in the last 365 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The day with the most downloads was Aug 22, 2024 with 55 downloads.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
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Dependencies
- Imports4 packages
- Suggests2 packages
- Linking To3 packages